1443 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. T Choulli, Sina Yansori, “Log-optimal portfolio without NFLVR: existence, complete characterization, and duality”, Теория вероятностей и ее применения, 67, № 2, 2022, 289  crossref
  2. Yingyu Chen, Lixin Zhang, “Local Linear Estimation of Second-order Jump-diffusion Model”, Communications in Statistics - Theory and Methods, 44, № 18, 2015, 3903  crossref
  3. Vincent Lemaire, Gilles Pagès, “Unconstrained recursive importance sampling”, Ann. Appl. Probab., 20, № 3, 2010  crossref
  4. Dewen Xiong, Michael Kohlmann, “The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps”, Stochastic Analysis and Applications, 27, № 3, 2009, 604  crossref
  5. Yuta Koike, “Inference for Time-Varying Lead-Lag Relationships from Ultra High Frequency Data”, SSRN Journal, 2017  crossref
  6. ZhengYan Lin, YuPing Song, JiangSheng Yi, “Local linear estimator for stochastic differential equations driven by α-stable Lévy motions”, Sci. China Math., 57, № 3, 2014, 609  crossref
  7. Francesca Biagini, Alessandro Gnoatto, Maximilian HHrtel, “Long-Term Yield in an Affine HJM Framework on S<sub>d</sub><sup>&#43;</sup>”, SSRN Journal, 2014  crossref
  8. Constantinos Kardaras, “On the stochastic behaviour of optional processes up to random times”, Ann. Appl. Probab., 25, № 2, 2015  crossref
  9. Martin Keller-Ressel, Johannes Muhle-Karbe, “Asymptotic and Exact Pricing of Options on Variance”, SSRN Journal, 2010  crossref
  10. Sergueï Dachian, Lin Yang, “On a Poissonian change-point model with variable jump size”, Stat Inference Stoch Process, 18, № 2, 2015, 127  crossref
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